01c19662cb
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
222 lines
7.3 KiB
Python
Executable File
222 lines
7.3 KiB
Python
Executable File
"""
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test_live_price_feed.py — Unit tests for live_price_feed module.
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Tests cover all three implementations (NullPriceFeed, ConstantPriceFeed,
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NautilusCachePriceFeed) and verify Protocol structural conformance.
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"""
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import sys
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import unittest
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from unittest.mock import MagicMock
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sys.path.insert(0, 'nautilus_dolphin')
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from nautilus_dolphin.nautilus.live_price_feed import (
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PriceFeed,
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NullPriceFeed,
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ConstantPriceFeed,
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NautilusCachePriceFeed,
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)
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class TestNullPriceFeed(unittest.TestCase):
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def setUp(self):
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self.feed = NullPriceFeed()
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def test_bid_returns_none(self):
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self.assertIsNone(self.feed.bid('BTCUSDT'))
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def test_ask_returns_none(self):
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self.assertIsNone(self.feed.ask('BTCUSDT'))
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def test_mid_returns_none(self):
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self.assertIsNone(self.feed.mid('BTCUSDT'))
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def test_last_update_ns_returns_zero(self):
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self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 0)
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def test_unknown_symbol_returns_none(self):
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self.assertIsNone(self.feed.bid('UNKNOWNSYM'))
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def test_satisfies_price_feed_protocol(self):
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self.assertIsInstance(self.feed, PriceFeed)
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class TestConstantPriceFeed(unittest.TestCase):
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def setUp(self):
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self.feed = ConstantPriceFeed({
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'BTCUSDT': (82000.0, 82010.0),
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'ETHUSDT': (1595.5, 1596.0),
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})
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def test_bid_known_symbol(self):
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self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 82000.0)
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def test_ask_known_symbol(self):
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self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 82010.0)
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def test_mid_known_symbol(self):
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expected = (82000.0 + 82010.0) / 2.0
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self.assertAlmostEqual(self.feed.mid('BTCUSDT'), expected)
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def test_bid_second_symbol(self):
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self.assertAlmostEqual(self.feed.bid('ETHUSDT'), 1595.5)
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def test_ask_second_symbol(self):
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self.assertAlmostEqual(self.feed.ask('ETHUSDT'), 1596.0)
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def test_unknown_symbol_bid_returns_none(self):
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self.assertIsNone(self.feed.bid('SOLUSDT'))
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def test_unknown_symbol_ask_returns_none(self):
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self.assertIsNone(self.feed.ask('SOLUSDT'))
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def test_unknown_symbol_mid_returns_none(self):
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self.assertIsNone(self.feed.mid('SOLUSDT'))
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def test_last_update_ns_returns_zero(self):
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self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 0)
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def test_update_changes_price(self):
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self.feed.update('BTCUSDT', 81000.0, 81010.0)
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self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 81000.0)
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self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 81010.0)
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def test_update_new_symbol(self):
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self.feed.update('SOLUSDT', 120.0, 120.05)
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self.assertAlmostEqual(self.feed.bid('SOLUSDT'), 120.0)
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def test_remove_symbol(self):
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self.feed.remove('BTCUSDT')
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self.assertIsNone(self.feed.bid('BTCUSDT'))
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def test_remove_unknown_is_noop(self):
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# Should not raise
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self.feed.remove('NONEXISTENT')
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def test_empty_feed_construction(self):
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feed = ConstantPriceFeed()
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self.assertIsNone(feed.bid('BTCUSDT'))
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def test_satisfies_price_feed_protocol(self):
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self.assertIsInstance(self.feed, PriceFeed)
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class TestNautilusCachePriceFeed(unittest.TestCase):
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def _make_quote_tick(self, bid: float, ask: float, ts_event: int = 1234567890_000_000_000):
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qt = MagicMock()
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qt.bid_price = bid
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qt.ask_price = ask
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qt.ts_event = ts_event
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return qt
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def _make_cache(self, quote_ticks: dict):
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"""
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Build a mock NT cache where quote_tick(iid) returns the given tick
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if iid.value is in quote_ticks, else None.
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"""
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cache = MagicMock()
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def _quote_tick(iid):
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return quote_ticks.get(str(iid))
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cache.quote_tick.side_effect = _quote_tick
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return cache
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def _make_iid(self, symbol_venue: str):
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"""Return a mock InstrumentId whose str() is symbol_venue."""
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iid = MagicMock()
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iid.__str__ = lambda self: symbol_venue
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return iid
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def setUp(self):
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btc_tick = self._make_quote_tick(82000.0, 82010.0, ts_event=9_999_999)
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eth_tick = self._make_quote_tick(1595.5, 1596.0, ts_event=8_888_888)
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self.cache = self._make_cache({
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'BTCUSDT.BINANCE': btc_tick,
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'ETHUSDT.BINANCE': eth_tick,
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})
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self.feed = NautilusCachePriceFeed(self.cache, venue='BINANCE')
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def _patch_iid(self, feed, symbol, venue):
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"""Pre-populate the IID cache so the mock cache key matches."""
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iid = MagicMock()
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iid.__str__ = lambda s: f'{symbol}.{venue}'
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feed._iid_cache[symbol] = iid
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def test_bid_returns_float(self):
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self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
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self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 82000.0)
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def test_ask_returns_float(self):
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self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
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self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 82010.0)
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def test_mid_is_average(self):
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self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
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expected = (82000.0 + 82010.0) / 2.0
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self.assertAlmostEqual(self.feed.mid('BTCUSDT'), expected)
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def test_no_quote_returns_none(self):
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self._patch_iid(self.feed, 'SOLUSDT', 'BINANCE')
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self.assertIsNone(self.feed.bid('SOLUSDT'))
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self.assertIsNone(self.feed.ask('SOLUSDT'))
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self.assertIsNone(self.feed.mid('SOLUSDT'))
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def test_last_update_ns_returns_ts_event(self):
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self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
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self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 9_999_999)
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def test_last_update_ns_no_quote_returns_zero(self):
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self._patch_iid(self.feed, 'SOLUSDT', 'BINANCE')
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self.assertEqual(self.feed.last_update_ns('SOLUSDT'), 0)
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def test_iid_cache_populated_on_first_call(self):
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"""IID cache should store parsed InstrumentId after first access."""
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# Pre-patch so mock cache resolves correctly
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self._patch_iid(self.feed, 'ETHUSDT', 'BINANCE')
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_ = self.feed.bid('ETHUSDT')
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self.assertIn('ETHUSDT', self.feed._iid_cache)
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def test_satisfies_price_feed_protocol(self):
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self.assertIsInstance(self.feed, PriceFeed)
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class TestPriceFeedProtocol(unittest.TestCase):
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"""Verify all implementations satisfy the PriceFeed Protocol at runtime."""
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def test_null_is_price_feed(self):
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self.assertIsInstance(NullPriceFeed(), PriceFeed)
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def test_constant_is_price_feed(self):
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self.assertIsInstance(ConstantPriceFeed(), PriceFeed)
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def test_nautilus_is_price_feed(self):
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feed = NautilusCachePriceFeed(MagicMock())
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self.assertIsInstance(feed, PriceFeed)
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def test_custom_class_satisfying_protocol(self):
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"""Any class with the right methods satisfies PriceFeed structurally."""
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class MinimalFeed:
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def bid(self, s): return 1.0
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def ask(self, s): return 1.0
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def mid(self, s): return 1.0
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def last_update_ns(self, s): return 0
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self.assertIsInstance(MinimalFeed(), PriceFeed)
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def test_incomplete_class_does_not_satisfy_protocol(self):
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"""A class missing methods should NOT satisfy PriceFeed."""
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class IncompleteFeed:
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def bid(self, s): return 1.0
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# missing ask, mid, last_update_ns
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self.assertNotIsInstance(IncompleteFeed(), PriceFeed)
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if __name__ == '__main__':
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unittest.main()
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